+18.8%
TXG vs BURL
+35.2%
-16.4%
-96.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.6% | -3.5% | -1.9% |
| 7D | +1.8% | -2.8% | +4.6% | +2.8% |
| 30D | +32.0% | -28.2% | +60.2% | +49.7% |
| 3M | +87.0% | -17.6% | +104.6% | +100.2% |
| 6M | +180.1% | -11.8% | +191.8% | +190.3% |
| YTD | +284.1% | -8.1% | +292.3% | +291.5% |
| 1Y | +361.7% | -12.0% | +373.6% | +375.6% |
| 3Y | +15.9% | +63.3% | -47.4% | -4.4% |
| 5Y | -66.2% | -10.8% | -55.4% | -70.0% |
| All | +18.8% | +35.2% | -16.4% | 0.0% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BURL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling